N봉 기울기 판단로직 수정

2026-06-16 09:12:24 +09:00
parent 518b69cdc6
commit f85c0bef20
10 changed files with 642 additions and 367 deletions
@@ -0,0 +1,149 @@
+package com.goldenchart.service;
+
+import com.fasterxml.jackson.databind.JsonNode;
+import com.fasterxml.jackson.databind.ObjectMapper;
+import org.junit.jupiter.api.BeforeEach;
+import org.junit.jupiter.api.Test;
+import org.ta4j.core.BarSeries;
+import org.ta4j.core.BaseBarSeriesBuilder;
+import org.ta4j.core.Rule;
+import org.ta4j.core.bars.TimeBarBuilderFactory;
+import org.ta4j.core.num.DoubleNumFactory;
+
+import java.time.Duration;
+import java.time.Instant;
+
+import static org.junit.jupiter.api.Assertions.*;
+
+/**
+ * 기울기 + N봉 내 존재 — N봉 구간 전체 추세 판정 (임의 시점 짧은 기울기 존재 여부 아님).
+ */
+class SlopeCandleRangeRuleTest {
+
+    private static final ObjectMapper MAPPER = new ObjectMapper();
+
+    private StrategyDslToTa4jAdapter adapter;
+    private BarSeries series;
+
+    @BeforeEach
+    void setUp() {
+        adapter = new StrategyDslToTa4jAdapter();
+        // 중간 3봉만 상승, 전체 10봉은 횡보·하락 혼재 → 짧은 기울기만 존재
+        series = buildOscillatingSeries(new double[] {
+                100, 101, 100, 101, 100, 101, 102, 103, 102, 101
+        });
+    }
+
+    @Test
+    void slopeUp_existsIn_usesFullWindowTrend_notAnyShortRiseInWindow() throws Exception {
+        Rule rule = toSlopeRule("""
+            "candleRangeMode": "EXISTS_IN",
+            "candleRange": 10,
+            "slopePeriod": 3
+            """, "SLOPE_UP");
+        int idx = series.getEndIndex();
+        assertFalse(rule.isSatisfied(idx, null),
+                "10봉 구간 전체가 상승 추세가 아니면 false (중간 3봉 상승만으로는 true 아님)");
+    }
+
+    @Test
+    void slopeUp_current_usesSlopePeriod() throws Exception {
+        BarSeries rising = buildOscillatingSeries(new double[] {
+                100, 101, 102, 103, 104
+        });
+        Rule rule = toSlopeRule("""
+            "candleRangeMode": "CURRENT",
+            "slopePeriod": 3
+            """, "SLOPE_UP", rising);
+        assertTrue(rule.isSatisfied(rising.getEndIndex(), null),
+                "현재 봉 기준 slopePeriod 구간 상승이면 true");
+    }
+
+    @Test
+    void slopeUp_existsIn_monotonicWindow_true() throws Exception {
+        BarSeries rising = buildOscillatingSeries(new double[] {
+                100, 101, 102, 103, 104, 105, 106, 107, 108, 109
+        });
+        Rule rule = toSlopeRule("""
+            "candleRangeMode": "EXISTS_IN",
+            "candleRange": 10,
+            "slopePeriod": 3
+            """, "SLOPE_UP", rising);
+        assertTrue(rule.isSatisfied(rising.getEndIndex(), null),
+                "10봉 구간 전체 상승 추세이면 true");
+    }
+
+    @Test
+    void slopeDown_notExistsIn_trueWhenWindowNotFalling() throws Exception {
+        Rule rule = toSlopeRule("""
+            "candleRangeMode": "NOT_EXISTS_IN",
+            "candleRange": 10,
+            "slopePeriod": 3
+            """, "SLOPE_DOWN");
+        assertTrue(rule.isSatisfied(series.getEndIndex(), null),
+                "10봉 구간이 하락 추세가 아니면 NOT_EXISTS_IN(SLOPE_DOWN) true");
+    }
+
+    @Test
+    void candleRangePrefix_slopeExistsIn_usesPeriodWording() throws Exception {
+        JsonNode cond = MAPPER.readTree("""
+            {
+              "conditionType": "SLOPE_UP",
+              "candleRangeMode": "EXISTS_IN",
+              "candleRange": 8
+            }
+            """);
+        assertEquals("최근 8봉 구간 ", StrategyDslToTa4jAdapter.candleRangeConditionPrefix(cond));
+    }
+
+    private Rule toSlopeRule(String extraFields, String condType) throws Exception {
+        return toSlopeRule(extraFields, condType, series);
+    }
+
+    private Rule toSlopeRule(String extraFields, String condType, BarSeries s) throws Exception {
+        String extra = extraFields == null || extraFields.isBlank()
+                ? ""
+                : ",\n                " + extraFields.strip().replaceAll(",\\s*$", "");
+        String json = """
+            {
+              "id": "c-slope",
+              "type": "CONDITION",
+              "condition": {
+                "indicatorType": "MA",
+                "conditionType": "%s",
+                "leftField": "CLOSE_PRICE",
+                "rightField": "NONE"%s
+              }
+            }
+            """.formatted(condType, extra);
+        JsonNode node = MAPPER.readTree(json);
+        Rule rule = adapter.toRule(node, s, java.util.Map.of());
+        assertNotNull(rule);
+        return rule;
+    }
+
+    private static BarSeries buildOscillatingSeries(double[] closes) {
+        BarSeries s = new BaseBarSeriesBuilder()
+                .withName("test-slope")
+                .withNumFactory(DoubleNumFactory.getInstance())
+                .withBarBuilderFactory(new TimeBarBuilderFactory())
+                .build();
+        TimeBarBuilderFactory factory = new TimeBarBuilderFactory();
+        Instant base = Instant.parse("2024-06-01T00:00:00Z");
+        Duration period = Duration.ofMinutes(1);
+        for (int i = 0; i < closes.length; i++) {
+            double close = closes[i];
+            Instant end = base.plus(period.multipliedBy(i + 1L));
+            factory.createBarBuilder(s)
+                    .timePeriod(period)
+                    .endTime(end)
+                    .openPrice(close - 1)
+                    .highPrice(close + 1)
+                    .lowPrice(close - 1)
+                    .closePrice(close)
+                    .volume(10 + i)
+                    .add();
+        }
+        return s;
+    }
+}